Orderbook Simulation
OrderbookSim is a C++ application simulating a financial market order book. It efficiently manages and matches buy and sell orders while calculating the Volume-Weighted Average Price (VWAP).
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Files | |
file | MatchedOrderDetails.cpp.obj.d |
file | Net.cpp.obj.d |
file | NeuralNetwork.cpp.obj.d |
file | Neuron.cpp.obj.d |
file | Order.cpp.obj.d |
file | Orderbook.cpp.obj.d |
file | orderbook_pybind.cpp.obj.d |
file | OrderbookLevelInfos.cpp.obj.d |
file | OrderDetail.cpp.obj.d |
file | OrderDetailHistory.cpp.obj.d |
file | OrderModify.cpp.obj.d |
file | Trade.cpp.obj.d |
file | TrainingData.cpp.obj.d |